Eve Online, I'd say - it doesn't allow you to get your space money out, but you can pay for your subscription with it and its marketplace and economy is second to none. Oh and it has APIs and third-party APIs to get market data - although I don't think you can actually trade via an API, which is probably a good thing because high-volume automated traders would probably break the server / economy.
It's really interesting to know what game it is. If I don't know it, I will look it up.
I was always averse to trying out botting in the games where it is against the Terms of Use, that is, every game I know (I guess I'm goody two shoes like that.) The closest I know is Magic Online where trade bots are tolerated by the administration, but I just couldn't stand to play the game itself, even though it sounded fascinating in theory.
Sorry I can't give too many details because the game doesn't like bots and I don't want to give them any tools to use against me. For that reason there's also no public API.
But the trading system is web-based so it's not too hard to bot it.